0.46Open0.69Pre Close1.95K Volume2.95K Open Interest26.50Strike Price80.66KTurnover13.77%IV0.41%PremiumJan 10, 2025Expiry Date0.36Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9216Delta0.5609Gamma71.63Leverage Ratio-0.0113Theta0.0012Rho66.01Eff Leverage0.0028Vega